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cs.DS2026
Fast Length-Squared Sampling for Positive-Semidefinite Matrices
Rajarshi Bhattacharjee, Ethan N. Epperly, Cameron Musco +1
We describe a simple rejection-sampling-based algorithm to perform length-squared sampling on an positive-semidefinite (psd) matrix: that is, to sample a column with p…
cs.DS2026
The matrix-vector complexity of
Michał Dereziński, Ethan N. Epperly, Raphael A. Meyer
Matrix--vector algorithms, particularly Krylov subspace methods, are widely viewed as the most effective algorithms for solving large systems of linear equations. This paper establ…